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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 74,142 47,126 1.844386 2.370918
1 equities 1170E1 VIX FUTURES -1,572 -5,597 0.932490 1.436296
2 equities 239742 RUSSELL E-MINI 12,427 -6,080 0.598309 1.169598
3 equities 12460+ DJIA Consolidated 9,615 -2,623 -0.179142 -0.016419
4 equities 209742 NASDAQ MINI 10,110 3,785 -0.794278 -0.067377
5 equities 240741 NIKKEI STOCK AVERAGE 0 0 0.000000 0.000000
6 rates 043602 UST 10Y NOTE -885,512 61,356 0.175822 -0.749722
7 rates 044601 UST 5Y NOTE -1,717,103 -26,688 -0.987917 -1.105285
8 rates 042601 UST 2Y NOTE -1,488,032 -92,084 -2.109168 -2.557847
9 rates 020601 UST BOND -56,960 18,059 0.018387 -0.483864
10 rates 045601 FED FUNDS 153,705 17,490 0.768071 1.133803
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 1,702 769 -0.796279 -0.919578
13 currencies 097741 JAPANESE YEN -30,840 -35,172 -1.305111 0.341526
14 currencies 099741 EURO FX -48,508 -26,431 -2.124766 -2.116359
15 currencies 096742 BRITISH POUND 66,561 -7,567 -1.067104 -0.007808
16 currencies 232741 AUSTRALIAN DOLLAR 23,715 -1,759 1.183576 1.470026
17 currencies 090741 CANADIAN DOLLAR -169,036 -26,733 -0.944770 -1.285202
18 currencies 095741 MEXICAN PESO 34,881 11,177 0.085824 -0.696764
19 currencies 112741 NZ DOLLAR -2,167 -1,844 0.453701 -0.272720
20 currencies 092741 SWISS FRANC -34,425 -1,327 -1.636920 0.002230
21 commodities 133741 BITCOIN -1,949 -168 -1.184596 -1.663465
22 commodities 06765T BRENT LAST DAY -36,141 -4,125 -1.848351 -1.938703
23 commodities 088691 GOLD 290,948 -4,229 0.270563 0.888257
24 commodities 085692 COPPER- #1 24,821 -7,319 -0.014758 -0.804620
25 commodities 023651 NAT GAS NYME -166,418 5,172 -1.859066 -2.277138
26 commodities 111659 GASOLINE RBOB 46,471 -3,668 1.320012 0.720868
27 commodities 022651 NY HARBOR ULSD -18,024 -3,784 -1.274776 -1.871808
28 commodities 084691 SILVER 58,867 -6,156 1.065652 1.269914
29 commodities 076651 PLATINUM 37,588 1,062 1.628523 1.839660
30 commodities 002602 CORN 42,605 58,415 1.446593 1.668914
31 commodities 005602 SOYBEANS -77,777 -4,668 0.737884 0.647349
32 commodities 001602 WHEAT-SRW -29,470 -5,620 0.057857 0.193395
33 commodities 001612 WHEAT-HRW -7,742 -9,006 0.437612 0.727050
34 commodities 057642 LIVE CATTLE 122,483 8,089 1.781202 2.528961
35 commodities 054642 LEAN HOGS 126,966 16,055 1.865321 2.189098
36 commodities 080732 SUGAR NO. 11 82,281 -9,546 0.413808 0.918640
37 commodities 033661 COTTON NO. 2 -6,129 -5,243 1.027037 0.554849
38 commodities 083731 COFFEE C 62,188 -1,057 -0.263255 -0.669281
39 commodities 073732 COCOA 29,755 -2,292 0.608820 1.171368
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 4,913 916 2.112044 1.565056

Plotting plotly¶

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